+76.9%
TSM vs TRMB
-27.7%
+104.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.5% | +2.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +4.5% | -1.2% | +5.7% | +4.8% |
| 3M | +3.1% | +9.6% | -6.5% | +1.0% |
| 6M | +30.2% | -16.1% | +46.3% | +38.6% |
| YTD | +45.2% | -25.0% | +70.2% | +61.9% |
| All | +76.9% | -27.7% | +104.6% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TRMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling